CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1288 |
1.1346 |
0.0058 |
0.5% |
1.1414 |
| High |
1.1372 |
1.1369 |
-0.0003 |
0.0% |
1.1483 |
| Low |
1.1267 |
1.1208 |
-0.0059 |
-0.5% |
1.1324 |
| Close |
1.1341 |
1.1314 |
-0.0027 |
-0.2% |
1.1336 |
| Range |
0.0105 |
0.0161 |
0.0056 |
53.3% |
0.0160 |
| ATR |
0.0070 |
0.0077 |
0.0006 |
9.2% |
0.0000 |
| Volume |
348 |
1,093 |
745 |
214.1% |
1,239 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1780 |
1.1708 |
1.1402 |
|
| R3 |
1.1619 |
1.1547 |
1.1358 |
|
| R2 |
1.1458 |
1.1458 |
1.1343 |
|
| R1 |
1.1386 |
1.1386 |
1.1328 |
1.1341 |
| PP |
1.1297 |
1.1297 |
1.1297 |
1.1275 |
| S1 |
1.1225 |
1.1225 |
1.1299 |
1.1180 |
| S2 |
1.1136 |
1.1136 |
1.1284 |
|
| S3 |
1.0975 |
1.1064 |
1.1269 |
|
| S4 |
1.0814 |
1.0903 |
1.1225 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1859 |
1.1757 |
1.1423 |
|
| R3 |
1.1700 |
1.1597 |
1.1379 |
|
| R2 |
1.1540 |
1.1540 |
1.1365 |
|
| R1 |
1.1438 |
1.1438 |
1.1350 |
1.1409 |
| PP |
1.1381 |
1.1381 |
1.1381 |
1.1366 |
| S1 |
1.1278 |
1.1278 |
1.1321 |
1.1250 |
| S2 |
1.1221 |
1.1221 |
1.1306 |
|
| S3 |
1.1062 |
1.1119 |
1.1292 |
|
| S4 |
1.0902 |
1.0959 |
1.1248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1396 |
1.1208 |
0.0188 |
1.7% |
0.0099 |
0.9% |
56% |
False |
True |
602 |
| 10 |
1.1483 |
1.1208 |
0.0275 |
2.4% |
0.0092 |
0.8% |
38% |
False |
True |
439 |
| 20 |
1.1483 |
1.1200 |
0.0283 |
2.5% |
0.0067 |
0.6% |
40% |
False |
False |
239 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0059 |
0.5% |
23% |
False |
False |
137 |
| 60 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0051 |
0.5% |
23% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2053 |
|
2.618 |
1.1790 |
|
1.618 |
1.1629 |
|
1.000 |
1.1530 |
|
0.618 |
1.1468 |
|
HIGH |
1.1369 |
|
0.618 |
1.1307 |
|
0.500 |
1.1289 |
|
0.382 |
1.1270 |
|
LOW |
1.1208 |
|
0.618 |
1.1109 |
|
1.000 |
1.1047 |
|
1.618 |
1.0948 |
|
2.618 |
1.0787 |
|
4.250 |
1.0524 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1305 |
1.1306 |
| PP |
1.1297 |
1.1298 |
| S1 |
1.1289 |
1.1290 |
|